Lucius Cassius Dio Cocceianus (c.155 CE – c.229 CE) was a Roman console and historian (who wrote in Greek). His enormous history of Rome began with ancient origin legends and drew on many previous sources.
The following is an adaptation of Roman History, Dio Cassiuss, trans. Earnest Cary. Cambridge: Harvard University Press, 1927.
§ 9. […] A very witty remark is reported to have been made by the wife of Argentocoxus, a Caledonian, to Julia Augusta. When the empress was jesting with her, after the treaty, about the free intercourse of her sex with men in Britain, she replied: “We fulfill the demands of nature in a much better way than do you Roman women; for we consort openly with the best men, whereas you let yourselves be debauched in secret by the vilest.” Such was the retort of the British woman. […]